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作者：Roverato, A; Consonni, G
作者单位：Universita di Modena e Reggio Emilia; University of Pavia
摘要：The application of certain Bayesian techniques, such as the Bayes factor and model averaging, requires the specification of prior distributions on the parameters of alternative models. We propose a new method for constructing compatible priors on the parameters of models nested in a given directed acyclic graph model, using a conditioning approach. We define a class of parameterizations that is consistent with the modular structure of the directed acyclic graph and derive a procedure, that is ...
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作者：Storey, JD; Taylor, JE; Siegmund, D
作者单位：University of Washington; University of Washington Seattle; Stanford University
摘要：The false discovery rate (FDR) is a multiple hypothesis testing quantity that describes the expected proportion of false positive results among all rejected null hypotheses. Benjamini and Hochberg introduced this quantity and proved that a particular step-up p-value method controls the FDR. Storey introduced a point estimate of the FDR for fixed significance regions. The former approach conservatively controls the FDR at a fixed predetermined level, and the latter provides a conservatively bia...
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作者：Chen, WW; Deo, RS
作者单位：Texas A&M University System; Texas A&M University College Station; New York University
摘要：Random variables which are positive linear combinations of positive independent random variables can have heavily right-skewed finite sample distributions even though they might be asymptotically normally distributed. We provide a simple method of determining an appropriate power transformation to improve the normal approximation in small samples. Our method contains the Wilson-Hilferty cube root transformation for chi(2) random variables as a special case. We also provide some important examp...
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作者：Heller, G; Venkatraman, ES
作者单位：Memorial Sloan Kettering Cancer Center
摘要：the analysis of covariance is a technique that is used to improve the power of a k-sample test by adjusting for concomitant variables. If the end point is the time of survival, and some observations are right censored, the score statistic from the Cox proportional hazards model is the method that is most commonly used to test the equality of conditional hazard functions. In many situations, however, the proportional hazards model assumptions are not satisfied. Specifically, the relative risk f...
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作者：Oakley, JE; O'Hagan, A
作者单位：University of Sheffield
摘要：In many areas of science and technology, mathematical models are built to simulate complex real world phenomena. Such models are typically implemented in large computer programs and are also very complex, such that the way that the model responds to changes in its inputs is not transparent. Sensitivity analysis is concerned with understanding how changes in the model inputs influence the outputs. This may be motivated simply by a wish to understand the implications of a complex model but often...
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作者：Wager, CG; Coull, BA; Lange, N
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard Medical School; Harvard University; Harvard University Medical Affiliates; McLean Hospital
摘要：Pharmacological experiments in brain microscopy study patterns of cellular activation in response to psychotropic drugs for connected neuroanatomic regions. A typical experimental design produces replicated point patterns having highly complex spatial variability. Modelling this variability hierarchically can enhance the inference for comparing treatments. We propose a semiparametric formulation that combines the robustness of a nonparametric kernel method with the efficiency of likelihood-bas...
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作者：Cornford, D; Csató, L; Evans, DJ; Opper, M
作者单位：Aston University
摘要：The retrieval of wind vectors from satellite scatterometer observations is a non-linear inverse problem. A common approach to solving inverse problems is to adopt a Bayesian framework and to infer the posterior distribution of the parameters of interest given the observations by using a likelihood model relating the observations to the parameters, and a prior distribution over the parameters. We show how Gaussian process priors can be used efficiently with a variety of likelihood models, using...
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作者：Huang, WZ
摘要：It is well known that in a sequential study the probability that the likelihood ratio for a simple alternative hypothesis H-1 versus a simple null hypothesis H-o will ever be greater than a positive constant c will not exceed /c under H-o. However, for a composite alternative hypothesis, this bound of 1/c will no longer hold when a generalized likelihood ratio statistic is used. We consider a stepwise likelihood ratio statistic which, for each new observation, is updated by cumulatively multip...
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作者：Huang, JHZ; Yang, LJ
作者单位：University of Pennsylvania; Michigan State University
摘要：We propose a lag selection method for non-linear additive autoregressive models that is based on spline estimation and the Bayes information criterion. The additive structure of the autoregression function is used to overcome the 'curse of dimensionality', whereas the spline estimators effectively take into account such a structure in estimation. A stepwise procedure is suggested to implement the method proposed. A comprehensive Monte Carlo study demonstrates good performance of the method pro...
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作者：Fokianos, K
作者单位：University of Cyprus
摘要：The density ratio model specifies that the likelihood ratio of m-1 probability density functions with respect to the mth is of known parametric form without reference to any parametric model. We study the semiparametric inference problem that is related to the density ratio model by appealing to the methodology of empirical likelihood. The combined data from all the samples leads to more efficient kernel density estimators for the unknown distributions. We adopt variants of well-established te...
